Datasets:
sovai
/
factor_signals

Dataset card Data Studio Files
xet
Community
ticker
stringlengths
1
10
date
timestamp[ns]
profitability
float32
1
100
value
float32
1
100
solvency
float32
1
100
cash_flow
float32
1
100
illiquidity
float32
1
100
momentum_long_term
float32
1
100
momentum_medium_term
float32
1
100
short_term_reversal
float32
1
100
price_volatility
float32
1
100
dividend_yield
float32
1
100
earnings_consistency
float32
1
100
small_size
float32
1
100
low_growth
float32
1
100
low_equity_issuance
float32
1
100
bounce_dip
float32
1
100
accrual_growth
float32
1
100
low_depreciation_growth
float32
1
100
current_liquidity
float32
1
100
low_rnd
float32
1
100
momentum
float32
1
100
market_risk
float32
1
100
business_risk
float32
1
100
political_risk
float32
1
100
inflation_fluctuation
float32
1
100
inflation_persistence
float32
1
100
returns
float32
-1
1.44k
⌀
AACG
2024-01-05T00:00:00
21
68
74
36
85
22
14
13
78
78
58
82
83
75
53
76
84
57
82
17
19
58
57
34
43
-0.043103
AACG
2024-01-12T00:00:00
21
70
74
36
89
22
19
32
78
78
47
82
83
77
66
76
84
57
84
18
14
56
57
29
35
-0.045045
AACG
2024-01-19T00:00:00
21
68
74
36
87
21
18
24
77
77
51
81
83
76
57
76
84
57
85
17
15
64
44
28
47
0.028302
AACG
2024-01-26T00:00:00
21
69
74
36
89
18
10
55
77
77
46
81
83
77
52
76
84
57
85
12
15
73
45
37
42
-0.009174
AACG
2024-02-02T00:00:00
21
69
74
36
93
16
9
32
76
76
41
82
83
79
42
77
84
57
85
10
14
71
39
35
38
0
AACG
2024-02-09T00:00:00
21
66
72
36
89
18
16
6
76
76
47
81
83
77
12
76
84
57
86
15
12
70
38
42
21
0.157407
AACG
2024-02-16T00:00:00
22
61
72
35
85
16
12
4
76
76
63
80
82
73
6
75
84
56
87
13
16
67
35
63
23
0.168
AACG
2024-02-23T00:00:00
21
67
73
35
89
39
93
66
78
78
49
81
82
78
11
85
84
57
87
69
26
68
41
68
22
-0.164384
AACG
2024-03-01T00:00:00
22
63
73
35
85
35
90
10
78
78
65
80
82
73
7
89
84
56
88
65
27
56
37
70
16
0.155738
AACG
2024-03-08T00:00:00
22
61
72
35
91
29
83
6
75
75
54
80
82
78
4
89
85
56
88
56
30
53
31
65
20
0.113475
AACG
2024-03-15T00:00:00
22
59
72
35
84
36
87
8
74
74
68
79
81
72
4
45
84
56
67
63
27
50
26
68
20
0.005732
AACG
2024-03-22T00:00:00
21
71
74
35
92
31
66
98
80
80
54
82
81
78
11
46
85
57
64
48
45
43
42
59
14
-0.316023
AACG
2024-03-29T00:00:00
69
73
43
44
85
32
71
97
80
80
64
83
88
34
14
48
84
86
74
51
36
37
47
71
15
-0.018519
AACG
2024-04-05T00:00:00
69
72
43
44
85
59
93
85
79
79
66
83
88
32
13
49
84
86
75
79
36
42
46
73
14
0
AACG
2024-04-12T00:00:00
68
76
44
44
93
79
97
96
79
79
49
83
88
28
16
49
84
86
74
92
35
42
40
71
15
-0.132075
AACG
2024-04-19T00:00:00
69
73
43
44
84
53
66
52
78
78
67
83
89
27
13
49
84
86
74
62
43
49
44
73
20
0.054348
AACH
2014-10-10T00:00:00
41
2
74
40
78
13
29
18
86
86
47
60
45
1
42
38
91
61
31
17
80
66
46
54
56
0.018767
AACH
2014-10-17T00:00:00
41
2
74
40
78
13
29
43
86
86
58
60
45
1
42
38
91
46
31
17
80
66
46
54
56
0.004211
AACH
2014-10-24T00:00:00
41
2
73
40
78
13
29
2
91
91
58
58
45
1
42
38
91
39
31
17
80
66
46
54
56
0.15304
AACH
2014-10-31T00:00:00
40
2
74
39
78
13
29
41
86
86
54
58
45
1
42
38
91
23
31
17
80
66
46
54
56
-0.01
AACH
2014-11-07T00:00:00
39
2
73
38
78
13
29
1
88
88
71
56
45
1
42
38
91
56
31
17
80
66
46
54
56
0.170799
AACH
2014-11-14T00:00:00
58
2
74
89
78
13
29
4
83
83
82
56
45
52
42
38
92
36
31
18
80
66
46
54
56
0.037647
AACH
2014-11-21T00:00:00
58
2
73
89
78
13
29
19
83
83
83
55
45
52
42
38
92
54
31
17
80
66
46
54
56
-0.015873
AACH
2014-11-28T00:00:00
58
2
73
89
78
13
29
2
80
80
82
54
45
51
42
38
92
25
31
19
80
66
46
54
56
0.108295
AACH
2014-12-05T00:00:00
57
1
73
89
78
80
85
2
76
76
83
52
45
51
42
38
92
52
31
85
80
66
46
54
56
0.098753
AACH
2014-12-12T00:00:00
57
1
73
89
78
76
74
20
81
81
84
53
45
51
42
38
92
64
31
78
80
66
46
54
56
-0.055188
AACH
2014-12-19T00:00:00
58
1
74
89
78
97
99
59
78
78
84
54
45
52
42
38
92
60
31
99
80
66
46
54
56
-0.015354
AACH
2014-12-26T00:00:00
58
2
74
89
78
78
71
61
77
77
83
54
45
51
42
38
92
16
31
77
80
66
46
54
56
0.008814
AACH
2015-01-02T00:00:00
58
1
73
89
78
98
100
25
73
73
80
53
45
51
42
38
92
22
31
100
80
66
46
54
56
0.015121
AACH
2015-01-09T00:00:00
58
1
73
89
78
98
99
34
71
71
64
53
45
52
42
38
92
37
31
99
80
66
46
54
56
-0.002648
AACH
2015-01-16T00:00:00
58
1
73
89
78
95
96
42
65
65
65
53
45
52
42
38
92
36
31
97
80
66
46
54
56
0
AACH
2015-01-23T00:00:00
58
2
74
89
78
99
99
92
70
70
68
54
45
52
42
38
92
64
31
100
80
66
46
54
56
-0.074345
AACH
2015-01-30T00:00:00
59
2
74
88
78
99
100
96
74
74
62
56
45
52
42
38
92
24
31
100
80
66
46
54
56
-0.084977
AACH
2015-02-06T00:00:00
58
2
74
88
78
97
97
36
77
77
64
54
45
53
42
38
92
35
31
98
80
66
46
54
56
0.123041
AACH
2015-02-13T00:00:00
58
2
74
88
78
93
78
36
73
73
68
54
45
53
42
38
92
57
31
89
80
66
46
54
56
0.015701
AACH
2015-02-20T00:00:00
58
2
74
88
78
90
67
14
72
72
59
54
45
53
42
38
92
16
31
81
80
66
46
54
56
0.043971
AACH
2015-02-27T00:00:00
58
1
74
88
78
93
82
3
83
83
72
51
45
54
42
38
92
49
31
92
80
66
46
54
56
0.184271
AACH
2015-03-06T00:00:00
60
2
74
87
78
89
76
80
90
90
66
54
45
55
42
38
92
33
31
86
80
66
46
54
56
-0.185885
AACH
2015-03-13T00:00:00
57
3
41
52
78
87
65
85
90
90
94
54
45
62
42
38
35
29
31
80
80
66
46
54
56
-0.053242
AACH
2015-03-20T00:00:00
56
3
41
52
78
44
27
36
90
90
98
53
45
62
42
38
36
43
31
33
80
66
46
54
56
0.107066
AACH
2015-03-27T00:00:00
56
3
41
51
78
24
19
69
89
89
88
53
45
62
42
38
36
5
31
19
80
66
46
54
56
-0.04689
AACH
2015-04-03T00:00:00
56
3
41
51
78
65
57
10
89
89
86
52
45
62
42
38
36
4
31
64
80
66
46
54
56
0.058763
AACH
2015-04-10T00:00:00
56
3
41
50
78
69
62
25
87
87
81
52
45
62
42
38
36
5
31
70
80
66
46
54
56
0.035818
AACH
2015-04-17T00:00:00
56
3
41
50
78
82
80
30
86
86
97
52
45
63
42
38
36
46
31
85
80
66
46
54
56
-0.014953
AACH
2015-04-24T00:00:00
56
3
41
51
78
99
98
21
85
85
88
52
45
63
42
38
36
25
31
100
80
66
46
54
56
0.023403
AACH
2015-05-01T00:00:00
56
2
41
54
78
48
33
6
83
83
92
50
45
63
42
38
36
32
31
38
80
66
46
54
56
0.063968
AACH
2015-05-08T00:00:00
52
3
58
40
78
26
22
72
83
83
63
51
45
69
42
38
33
22
31
22
80
66
46
54
56
-0.079872
AACH
2015-05-15T00:00:00
53
2
57
42
78
72
60
3
85
85
77
50
45
70
42
38
34
39
31
68
80
66
46
54
56
0.168245
AACH
2015-05-22T00:00:00
53
2
56
42
78
45
28
3
83
83
52
49
45
69
42
38
34
14
31
33
80
66
46
54
56
0.063226
AACH
2015-05-29T00:00:00
53
2
56
42
78
79
80
12
83
83
87
49
45
70
42
38
33
53
31
83
80
66
46
54
56
-0.012452
AACH
2015-06-05T00:00:00
53
2
56
42
78
87
75
4
81
81
70
48
45
70
42
38
33
31
31
86
80
66
46
54
56
0.077458
AACH
2015-06-12T00:00:00
53
2
56
43
22
83
77
6
80
80
80
48
45
21
42
38
33
43
31
86
17
33
21
85
63
0.031048
AACH
2015-06-19T00:00:00
53
2
56
43
92
85
80
7
79
79
40
47
45
21
42
38
33
2
31
88
11
32
19
83
56
0.025712
AACH
2015-06-26T00:00:00
53
2
56
43
73
97
93
42
79
79
76
48
45
22
42
38
34
38
31
98
12
34
16
79
59
-0.025068
AACH
2015-07-03T00:00:00
53
1
56
43
63
79
54
4
77
77
84
47
45
21
42
38
34
47
31
70
22
48
22
81
69
0.036599
AACH
2015-07-10T00:00:00
53
2
56
43
91
98
98
65
79
79
43
48
45
20
42
38
34
2
31
99
16
34
28
83
61
-0.052291
AACH
2015-07-17T00:00:00
53
2
56
43
83
99
98
72
76
76
63
48
45
14
42
38
34
22
31
99
22
49
45
84
68
-0.01344
AACH
2015-07-24T00:00:00
53
2
57
42
62
98
97
84
72
72
82
48
45
14
42
38
34
46
31
99
24
50
47
86
61
-0.071224
AACH
2015-07-31T00:00:00
52
2
57
41
74
99
98
87
69
69
70
49
45
14
42
38
34
32
31
99
22
51
58
86
55
-0.021873
AACH
2015-08-07T00:00:00
85
15
54
90
69
99
97
100
97
97
89
59
45
15
42
38
43
27
31
99
47
86
14
93
48
-0.532491
AACH
2015-08-14T00:00:00
77
9
52
90
84
99
98
86
98
98
45
56
45
16
42
38
43
6
31
99
69
93
31
89
48
0.272932
AACH
2015-08-21T00:00:00
74
6
52
90
57
99
90
56
98
98
70
54
45
16
42
38
43
38
31
97
84
98
33
84
64
0.074271
AACH
2015-08-28T00:00:00
76
8
52
90
76
99
97
70
97
97
51
56
45
16
42
38
43
17
31
99
67
97
28
80
62
-0.074486
AACH
2015-09-04T00:00:00
74
6
52
90
68
98
70
21
97
97
58
54
45
16
42
38
43
25
31
87
61
98
22
72
63
0.064918
AACH
2015-09-11T00:00:00
76
8
52
90
72
95
48
94
96
96
54
55
45
16
42
38
43
21
31
74
69
97
15
63
65
-0.060543
AACH
2015-09-18T00:00:00
74
7
52
90
76
85
34
12
96
96
48
55
45
16
42
38
43
14
31
59
67
97
14
63
64
0.056889
AACH
2015-09-25T00:00:00
73
5
51
90
30
78
29
3
95
95
86
53
45
16
42
38
43
63
31
53
75
100
11
54
67
0.069807
AACH
2015-10-02T00:00:00
73
6
51
90
74
4
1
35
95
95
51
54
45
17
100
38
43
17
31
2
72
99
10
54
64
-0.039701
AACH
2015-10-09T00:00:00
72
5
51
90
79
8
3
14
93
93
78
53
45
17
98
38
43
10
31
4
75
98
12
54
62
0.073271
AACH
2015-10-16T00:00:00
71
5
51
90
56
13
9
10
88
88
91
53
45
16
99
38
43
36
31
9
75
97
12
52
63
0.036613
AACH
2015-10-23T00:00:00
72
6
51
90
75
10
4
56
81
81
77
53
45
16
98
38
43
14
31
6
75
98
15
49
62
-0.043046
AACH
2015-10-30T00:00:00
75
7
52
90
45
13
27
91
83
83
96
55
45
16
99
38
43
46
31
16
73
98
14
46
61
-0.108035
AACH
2015-11-06T00:00:00
74
7
52
89
84
10
8
67
81
81
78
54
45
16
79
38
42
1
31
7
80
99
13
38
76
0.056034
AACH
2015-11-13T00:00:00
46
10
70
33
66
13
43
84
80
80
56
55
45
18
85
38
60
26
31
24
83
100
8
39
60
-0.074286
AACH
2015-11-20T00:00:00
46
10
71
33
82
24
78
61
78
78
41
55
45
18
90
38
60
6
31
51
84
100
9
34
66
0.025573
AACH
2015-11-27T00:00:00
46
9
70
33
57
23
60
35
76
76
64
55
45
18
82
38
59
36
31
39
86
100
10
31
70
0.042132
AACH
2015-12-04T00:00:00
47
11
70
33
40
28
79
86
79
79
76
55
45
18
63
38
59
51
31
54
86
100
13
31
68
-0.073432
AACH
2015-12-11T00:00:00
46
9
70
33
36
33
81
11
79
79
79
54
45
17
58
38
59
56
31
58
91
100
15
20
70
0.040962
AACH
2015-12-18T00:00:00
47
10
70
33
37
26
50
77
78
78
78
55
45
18
71
38
59
55
31
35
91
100
15
20
74
-0.056459
AACH
2015-12-25T00:00:00
47
15
72
33
85
16
14
98
79
79
37
58
45
18
83
38
59
1
31
13
94
100
24
14
64
-0.128286
AACH
2016-01-01T00:00:00
47
15
71
33
45
17
20
92
79
79
72
58
45
17
86
38
59
47
31
16
94
100
24
14
62
-0.00884
AACH
2016-01-08T00:00:00
47
15
72
33
76
18
16
74
75
75
7
57
45
24
54
38
59
16
31
15
94
100
25
13
61
-0.049843
AACH
2016-01-15T00:00:00
47
16
72
33
82
22
37
73
72
72
3
57
45
22
71
38
59
6
31
28
94
100
26
11
61
-0.073992
AACH
2016-01-22T00:00:00
47
16
72
33
49
23
54
80
71
71
35
58
45
22
87
38
59
43
31
35
95
100
22
13
64
-0.00477
AACH
2016-01-29T00:00:00
47
15
72
33
53
19
18
35
73
73
30
57
45
22
77
38
59
39
31
17
94
100
25
14
64
0.070102
AACH
2016-02-05T00:00:00
46
11
71
33
43
28
77
4
75
75
40
55
45
22
42
38
59
49
31
52
95
100
31
11
77
0.084546
AACH
2016-02-12T00:00:00
46
10
70
33
35
22
31
3
73
73
49
54
45
22
27
38
59
57
31
24
95
100
39
8
73
0.039236
AACH
2016-02-19T00:00:00
47
10
70
33
75
12
8
5
72
72
10
54
45
23
19
38
59
18
31
8
95
99
39
8
74
0.065574
AACH
2016-02-26T00:00:00
48
10
70
33
84
12
7
21
69
69
1
53
45
23
14
38
59
2
31
7
96
99
39
9
74
0.01352
AACH
2016-03-04T00:00:00
49
15
72
33
70
14
14
91
72
72
12
57
45
25
62
38
59
24
31
12
97
100
46
6
87
-0.132015
AACH
2016-03-11T00:00:00
39
15
81
36
83
16
19
95
71
71
2
56
45
10
71
38
53
5
31
16
97
100
41
5
87
-0.042395
AACH
2016-03-18T00:00:00
39
12
81
36
72
14
17
45
75
75
10
55
45
10
51
38
53
21
31
13
96
100
48
7
88
0.100166
AACH
2016-03-25T00:00:00
39
13
81
36
33
17
37
91
76
76
37
56
45
11
61
38
53
60
31
25
96
100
50
7
88
-0.075453
AACH
2016-04-01T00:00:00
39
12
80
35
82
30
82
17
79
79
3
55
45
11
29
38
53
8
31
57
96
100
51
8
87
0.10827
AACH
2016-04-08T00:00:00
40
14
81
35
32
41
92
93
80
80
53
56
45
11
48
38
53
63
31
68
95
100
52
8
86
-0.082474
AACH
2016-04-15T00:00:00
40
14
81
35
67
48
94
53
79
79
20
56
45
9
44
38
53
30
31
75
94
98
90
2
96
0.032638
AACH
2016-04-22T00:00:00
39
13
81
35
88
46
90
22
79
79
1
55
45
9
28
38
53
2
31
73
83
93
87
3
93
0.068912
AACH
2016-04-29T00:00:00
40
12
80
37
72
15
16
27
78
78
19
55
45
9
19
38
53
28
31
11
70
86
86
4
86
-0.001939
AACH
2016-05-06T00:00:00
41
11
79
58
89
12
9
7
76
76
49
54
45
20
21
38
53
2
31
7
92
91
96
5
84
0.036425
AACH
2016-05-13T00:00:00
41
12
79
61
83
24
35
60
74
74
55
55
45
21
21
38
53
16
31
23
93
89
97
7
84
-0.041237